Related papers: The Hamiltonian Extended Krylov Subspace Method
We study structure-preserving Krylov subspace methods for approximating the matrix-vector products f(H)b, where H is a large Hamiltonian matrix and f denotes either the matrix exponential or the related phi-function. Such computations are…
It is a well-known fact that the Krylov space $\mathcal{K}_j(H,x)$ generated by a skew-Hamiltonian matrix $H \in \mathbb{R}^{2n \times 2n}$ and some $x \in \mathbb{R}^{2n}$ is isotropic for any $j \in \mathbb{N}$. For any given isotropic…
In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace…
The aim of this work is to develop a fast algorithm for approximating the matrix function $f(A)$ of a square matrix $A$ that is symmetric and has hierarchically semiseparable (HSS) structure. Appearing in a wide variety of applications,…
We develop a novel convergence analysis of the classical deterministic block Krylov methods for the approximation of $h$-dimensional dominant subspaces and low-rank approximations of matrices $ A\in\mathbb K^{m\times n}$ (where $\mathbb…
We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…
This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…
Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
Quantum Krylov subspace methods can extract ground and excited states by diagonalizing the Hamiltonian in a compact variational space. In practice, these spaces are almost always generated by real or imaginary time evolution, forcing a…
We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…
In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…
A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…
Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce…
For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…
In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…
Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…
In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…
In classical frameworks as the Euclidean space, positive definite kernels as well as their analytic properties are explicitly available and can be incorporated directly in kernel-based learning algorithms. This is different if the…
We present a novel Krylov subspace method for approximating $L_f(A, E) \vc{b}$, the matrix-vector product of the Fr\'echet derivative $L_f(A, E)$ of a large-scale matrix function $f(A)$ in direction $E$, a task that arises naturally in the…